+419.5%
CVS vs UAL
+242.1%
+177.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | +4.0% | +0.7% | +3.2% | +3.8% |
| 30D | -2.4% | -16.1% | +13.7% | -0.5% |
| 3M | +2.7% | +6.1% | -3.5% | +1.6% |
| 6M | +21.9% | +10.8% | +11.0% | +19.5% |
| YTD | +24.7% | -0.4% | +25.1% | +23.6% |
| 1Y | +35.4% | +5.0% | +30.4% | +33.0% |
| 3Y | +65.2% | +124.0% | -58.8% | +44.3% |
| 5Y | +30.5% | +141.0% | -110.4% | +10.3% |
| 10Y | +40.4% | +118.0% | -77.6% | +12.2% |
| All | +419.5% | +242.1% | +177.4% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling